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/* ----------------------------------------------------------------------------
* This file was automatically generated by SWIG (http://www.swig.org).
* Version 1.3.33
*
* Do not make changes to this file unless you know what you are doing--modify
* the SWIG interface file instead.
* ----------------------------------------------------------------------------- */
namespace QuantLib {
using System;
using System.Runtime.InteropServices;
public class SwaptionVolatilityStructureHandle : IDisposable {
private HandleRef swigCPtr;
protected bool swigCMemOwn;
internal SwaptionVolatilityStructureHandle(IntPtr cPtr, bool cMemoryOwn) {
swigCMemOwn = cMemoryOwn;
swigCPtr = new HandleRef(this, cPtr);
}
internal static HandleRef getCPtr(SwaptionVolatilityStructureHandle obj) {
return (obj == null) ? new HandleRef(null, IntPtr.Zero) : obj.swigCPtr;
}
~SwaptionVolatilityStructureHandle() {
Dispose();
}
public virtual void Dispose() {
lock(this) {
if(swigCPtr.Handle != IntPtr.Zero && swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_SwaptionVolatilityStructureHandle(swigCPtr);
}
swigCPtr = new HandleRef(null, IntPtr.Zero);
GC.SuppressFinalize(this);
}
}
public SwaptionVolatilityStructureHandle(SwaptionVolatilityStructure arg0) : this(NQuantLibcPINVOKE.new_SwaptionVolatilityStructureHandle__SWIG_0(SwaptionVolatilityStructure.getCPtr(arg0)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwaptionVolatilityStructureHandle() : this(NQuantLibcPINVOKE.new_SwaptionVolatilityStructureHandle__SWIG_1(), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwaptionVolatilityStructure __deref__() {
SwaptionVolatilityStructure ret = new SwaptionVolatilityStructure(NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle___deref__(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public bool empty() {
bool ret = NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_empty(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Observable asObservable() {
Observable ret = new Observable(NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_asObservable(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Date referenceDate() {
Date ret = new Date(NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_referenceDate(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public DayCounter dayCounter() {
DayCounter ret = new DayCounter(NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_dayCounter(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Calendar calendar() {
Calendar ret = new Calendar(NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_calendar(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Period maxSwapTenor() {
Period ret = new Period(NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_maxSwapTenor(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double maxSwapLength() {
double ret = NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_maxSwapLength(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double minStrike() {
double ret = NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_minStrike(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double maxStrike() {
double ret = NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_maxStrike(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double volatility(Date start, Period length, double strike, bool extrapolate) {
double ret = NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_volatility__SWIG_0(swigCPtr, Date.getCPtr(start), Period.getCPtr(length), strike, extrapolate);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double volatility(Date start, Period length, double strike) {
double ret = NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_volatility__SWIG_1(swigCPtr, Date.getCPtr(start), Period.getCPtr(length), strike);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double volatility(double start, double length, double strike, bool extrapolate) {
double ret = NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_volatility__SWIG_2(swigCPtr, start, length, strike, extrapolate);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double volatility(double start, double length, double strike) {
double ret = NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_volatility__SWIG_3(swigCPtr, start, length, strike);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double blackVariance(Date start, Period length, double strike, bool extrapolate) {
double ret = NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_blackVariance__SWIG_0(swigCPtr, Date.getCPtr(start), Period.getCPtr(length), strike, extrapolate);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double blackVariance(Date start, Period length, double strike) {
double ret = NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_blackVariance__SWIG_1(swigCPtr, Date.getCPtr(start), Period.getCPtr(length), strike);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double blackVariance(double start, double length, double strike, bool extrapolate) {
double ret = NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_blackVariance__SWIG_2(swigCPtr, start, length, strike, extrapolate);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double blackVariance(double start, double length, double strike) {
double ret = NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_blackVariance__SWIG_3(swigCPtr, start, length, strike);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public void enableExtrapolation() {
NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_enableExtrapolation(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public void disableExtrapolation() {
NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_disableExtrapolation(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public bool allowsExtrapolation() {
bool ret = NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_allowsExtrapolation(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
}
}
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